+233.5%
SPOT vs UMC
+261.2%
-27.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.7% |
| 7D | -3.1% | +9.0% | -12.1% | -3.5% |
| 30D | +7.4% | +17.2% | -9.9% | +6.5% |
| 3M | +8.2% | +11.4% | -3.2% | +6.2% |
| 6M | +2.2% | +137.5% | -135.3% | -8.7% |
| YTD | -9.5% | +193.1% | -202.6% | -23.0% |
| 1Y | -23.8% | +240.3% | -264.1% | -37.5% |
| 3Y | +233.5% | +262.2% | -28.7% | +156.7% |
| All | +233.5% | +261.2% | -27.7% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling